Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1146398 | Journal of Multivariate Analysis | 2008 | 19 Pages |
Abstract
We establish the exact expression of the density of Wilks’s statistic Λ(n,p,q)Λ(n,p,q), and also those of the densities of the product and ratio of two independent such statistics, in terms of Meijer functions, and provide applications with numerical illustrations in various domains of Multivariate Analysis.
Related Topics
Physical Sciences and Engineering
Mathematics
Numerical Analysis
Authors
T. Pham-Gia,